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institution:"Federal Reserve Bank of St. Louis"
subject:"Share price"
~institution:"University of Exeter / Department of Economics"
~subject:"1952-1998"
~subject:"Schock"
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Share price
1952-1998
Schock
Estimation
38
Schätzung
38
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9
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9
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8
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1952-2002
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Harris, Richard D. F.
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Owyang, Michael T.
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1
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Kim, Chang-jin
1
Piger, Jeremy Max
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Federal Reserve Bank of St. Louis
University of Exeter / Department of Economics
National Bureau of Economic Research
194
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13
Institut für Weltwirtschaft
11
Ekonomiska forskningsinstitutet <Stockholm>
6
Federal Reserve System / Division of Research and Statistics
6
Birkbeck College / Department of Economics
5
Zentrum für Europäische Wirtschaftsforschung
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve System / Board of Governors
3
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3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Leibniz-Institut für Wirtschaftsforschung Halle
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Shaker Verlag
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Springer Fachmedien Wiesbaden
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University of Canterbury / Dept. of Economics and Finance
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Universität Mannheim
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Verlag Dr. Kovač
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Eric Cuvillier <Firma>
2
Federal Reserve Bank of Cleveland
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Federal Reserve Bank of Richmond
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Federal Reserve Bank of San Francisco
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Humboldt-Universität zu Berlin
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2
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2
Johns Hopkins University / Department of Economics
2
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2
Research Seminar in International Economics
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Robert Schuman Centre for Advanced Studies
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School of Accounting, Finance and Economics <Perth, Western Australia>
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ECONIS (ZBW)
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The use of long-run restrictions for the identification of technology shocks
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
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2
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
3
Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
Saved in:
4
Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965274
Saved in:
5
The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F.
;
Sanchez-Valle, René
-
1998
Persistent link: https://www.econbiz.de/10000998646
Saved in:
6
Why does the ratio of book to market value of equity explain cross-section stock returns?
Bulkley, George
;
Harris, Richard D. F.
-
1996
Persistent link: https://www.econbiz.de/10000943015
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